+80.3%
PEP vs ON
+527.7%
-447.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.2% |
| 7D | +1.0% | -1.4% | +2.5% | +1.0% |
| 30D | +12.6% | -10.9% | +23.5% | +13.2% |
| 3M | +3.1% | -14.9% | +18.0% | +3.8% |
| 6M | -6.3% | -33.0% | +26.7% | -5.1% |
| YTD | +1.9% | +27.6% | -25.8% | -2.4% |
| 1Y | +3.3% | +44.5% | -41.2% | -2.2% |
| 3Y | -4.8% | +7.4% | -12.2% | -10.1% |
| 5Y | +2.0% | +18.7% | -16.7% | -8.1% |
| 10Y | +80.3% | +516.0% | -435.6% | +24.0% |
| All | +80.3% | +527.7% | -447.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling